As Zka17 said running XMP is overclocking. Intel spec is 1600 Mhz for the RAM anything over that is not guaranteed to work. If your CPU has a weak memory controller 2133 may not be possible.
However, the normal case would be you simply have to tweak some voltages etc. in the BIOS. If you follow Zka17's advice and the RAM works at default settings you might like to set XMP again and check what DRAM voltage is set and what VCCSA, VTT, and CPUPLL levels the XMP profile are choosing. If the RAM doesn't work at default you may have a bad stick so just put one stick in at a time to check each one.
Running memtest at default will help diagnosis too.
Non voltage tweaks that may help include setting CPU clock gen filter to 10uf
Tweak mode to 2
In DIGI+ section VCCSA LLC to Med, VCCSA current capability to 140%, DRAM current capability to 120%( or a bit higher) and DRAM power phase to optimized.